It probably depends on your country, but I do not take a letter with me and I have never been asked. I think they know this is sort of standard medication people use.
The best is to call the Freestyle helpline. Keep notes on when there is a big difference between finger prick and sensor measure. When you call them, they usually ask for some numbers and they ask to send the failing sensor back -- they send you a new one for free.
It really seems to depend on the person who takes it. I used Levemir, but in the end switched back to Lantus once a day, which seems to work better for me.